quantregGrowth

swMATH32615CRANquantregGrowthMaRDI QIDQ44326

Non-Crossing Additive Regression Quantiles and Non-Parametric Growth Charts

Vito M. R. Muggeo

Last update: 6 July 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.5-0, 1.6-0, 1.6-1, 1.6-2, 0.1-1, 0.1-2, 0.1-3, 0.3-0, 0.3-1, 0.3-2, 0.4-0, 0.4-1, 0.4-2, 0.4-3, 1.0-0, 1.1-0, 1.2-0, 1.2-1, 1.3-0, 1.3-1, 1.4-0, 1.7-0

Source code repository: https://github.com/cran/quantregGrowth

Description

Fits non-crossing regression quantiles as a function of linear covariates and multiple smooth terms, including varying coefficients, via B-splines with L1-norm difference penalties. Random intercepts and variable selection are allowed via the lasso penalties. The smoothing parameters are estimated as part of the model fitting, see Muggeo and others (2021) <doi:10.1177/1471082X20929802>. Monotonicity and concavity constraints on the fitted curves are allowed, see Muggeo and others (2013) <doi:10.1007/s10651-012-0232-1>, and also <doi:10.13140/RG.2.2.12924.85122> or <doi:10.13140/RG.2.2.29306.21445> some code examples.

Cites work

• Multiple smoothing parameters selection in additive regression quantiles
• Estimating growth charts via nonparametric quantile regression: a practical framework with application in ecology
• Unnamed Publication
• Unnamed Publication

Related Items (2)

Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification ⋮ quantCurves

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